Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-23 0.315650 0.344944 0.376745 0.414007 0.456696 0.504343 0.561923
2025-03-30 0.279381 0.316931 0.359958 0.413434 0.478858 0.557296 0.660011
2025-04-06 0.252263 0.294301 0.344491 0.409820 0.494118 0.601446 0.752251
2025-04-13 0.225807 0.269026 0.322262 0.394083 0.490775 0.620110 0.813064
2025-04-20 0.211465 0.257002 0.314791 0.395533 0.508937 0.668503 0.922207
2025-04-27 0.199012 0.246049 0.307309 0.395592 0.524433 0.714450 1.035635
2025-05-04 0.188121 0.236100 0.300031 0.394760 0.537942 0.758622 1.154417
2025-05-11 0.179697 0.228704 0.295423 0.396940 0.555694 0.811339 1.298631
2025-05-18 0.167974 0.215918 0.282200 0.385004 0.549848 0.824169 1.372242
2025-05-25 0.156801 0.203204 0.268170 0.370552 0.538211 0.825171 1.422596
2025-06-01 0.150995 0.197712 0.264184 0.371113 0.551102 0.870891 1.575131
2025-06-08 0.148465 0.196716 0.266658 0.381897 0.582302 0.954838 1.835046
2025-06-15 0.144233 0.193143 0.265234 0.386637 0.604227 1.026421 2.095427
2025-06-22 0.139491 0.188525 0.261864 0.387782 0.619674 1.087696 2.353506
2025-06-29 0.134368 0.183045 0.256777 0.385522 0.628372 1.136212 2.596724
2025-07-06 0.127130 0.174000 0.245532 0.371700 0.613171 1.129252 2.672108
2025-07-13 0.123708 0.170658 0.243223 0.373430 0.628911 1.196071 3.013639
2025-07-20 0.120239 0.167064 0.240277 0.373734 0.641733 1.258526 3.375125
2025-07-27 0.116829 0.163398 0.236990 0.373124 0.652528 1.318195 3.763318
2025-08-03 0.114150 0.160762 0.235258 0.375236 0.669377 1.397307 4.287267
2025-08-10 0.109271 0.154406 0.226937 0.364266 0.656204 1.392525 4.435184
2025-08-17 0.104243 0.147646 0.217659 0.350929 0.636558 1.366734 4.472565
2025-08-24 0.101917 0.145178 0.215615 0.351471 0.648596 1.434316 5.035729